ANSWER:
The Prophet salla Allahu alaihi wa Sallam had told us in an authentic hadeeth that locusts are like sea food that we can eat even if found dead. Eating it is NOT from the sunnah but rather a permissible thing to do for those who wish to do it. I don’t know of any hadeeth stating that the prophet salla allahu alaihi wa sallam had ever consumed it.